+3,764.6%
LRCX vs CASY
+465.7%
+3,299.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -14.2% | +12.8% | +4.2% |
| 7D | +9.5% | -16.5% | +26.1% | +17.0% |
| 30D | +3.1% | -26.4% | +29.5% | +15.7% |
| 3M | -3.4% | -17.3% | +13.9% | +0.9% |
| 6M | +49.7% | -5.2% | +54.9% | +46.7% |
| YTD | +84.9% | +14.1% | +70.8% | +66.4% |
| 1Y | +200.8% | +16.6% | +184.2% | +166.4% |
| 3Y | +385.1% | +163.7% | +221.4% | +182.2% |
| 5Y | +460.5% | +231.3% | +229.2% | +186.2% |
| All | +3,764.6% | +465.7% | +3,299.0% | +1,436.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling